On June 7th, CFTC Chairman Gary Gensler said CFTC staff is preparing recommendations on swaps clearing requirement determinations. The first determinations will be published for public comment this summer and hopefully completed this fall. They are likely to begin with standard interest rate swaps, as well as a number of credit default swap indices. CFTC staff is also recommending that the agency propose a requirement for fixed-to-floating interest rate swaps, basis swaps, forward rate agreements, and overnight index swaps in four currencies: U.S. dollars, Euros, British pounds and Japanese yen. For CDS indices, the requirement likely will cover certain North American investment grade and high yield CDX indices, as well as certain European iTraxx, high volatility, and crossover iTraxx indices. If an implementation phasing proposal is published in the next month, the determinations could be made as early as October. Gensler Remarks.
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Chairman Gensler discusses swaps clearing determinations
- Winston & Strawn LLP
- USA
- June 11 2012
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Monique Greene
Corporate Counsel
Powershop
